-38.6%
TYL vs VICR
+263.7%
-302.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -2.0% |
| 7D | -8.6% | +1.3% | -9.8% | -8.4% |
| 30D | +7.5% | -11.9% | +19.5% | +6.3% |
| 3M | +10.9% | -35.1% | +46.1% | +7.1% |
| 6M | -6.7% | +8.1% | -14.9% | -7.3% |
| YTD | -24.5% | +67.8% | -92.3% | -24.8% |
| 1Y | -38.6% | +267.3% | -305.9% | -42.0% |
| All | -38.6% | +263.7% | -302.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling